Hybrid Monte Carlo methods in credit risk management
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Publication:487525
DOI10.1515/MCMA-2014-0004zbMath1305.65009arXiv1405.1831OpenAlexW2962842199MaRDI QIDQ487525
Lucia Del Chicca, Gerhard Larcher
Publication date: 22 January 2015
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.1831
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